-54.2%
W vs VCIT
+3.2%
-57.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -0.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.9% |
| 30D | +7.0% | +1.9% | +5.0% | -0.9% |
| 3M | +7.4% | -1.4% | +8.8% | +14.4% |
| 6M | +69.3% | -2.1% | +71.4% | +89.2% |
| YTD | +11.3% | -1.6% | +12.9% | +22.4% |
| 1Y | +13.2% | -0.9% | +14.1% | +21.0% |
| 3Y | +142.0% | +20.0% | +122.0% | +28.6% |
| All | -54.2% | +3.2% | -57.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling